New Importance Measures Based on Failure Probability in Global Sensitivity Analysis of Reliability

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F21%3APU143150" target="_blank" >RIV/00216305:26110/21:PU143150 - isvavai.cz</a>

Result on the web

<a href="https://www.mdpi.com/2227-7390/9/19/2425/pdf" target="_blank" >https://www.mdpi.com/2227-7390/9/19/2425/pdf</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.3390/math9192425" target="_blank" >10.3390/math9192425</a>

Result language

angličtina

Original language name

New Importance Measures Based on Failure Probability in Global Sensitivity Analysis of Reliability

Original language description

This article presents new sensitivity measures in reliability-oriented global sensitivity analysis. The obtained results show that the contrast and the newly proposed sensitivity measures (entropy and two others) effectively describe the influence of input random variables on the probability of failure Pf. The contrast sensitivity measure builds on Sobol, using the variance of the binary outcome as either a success (0) or a failure (1). In Bernoulli distribution, variance Pf(1 - Pf) and discrete entropy -Pf ln(Pf) -(1-Pf) ln(1-Pf) are similar to dome functions. By replacing the variance with discrete entropy, a new alternative sensitivity measure is obtained, and then two additional new alternative measures are derived. It is shown that the desired property of all the measures is a dome shape; the rise is not important. Although the decomposition of sensitivity indices with alternative measures is not proven, the case studies suggest a rationale structure of all the indices in the sensitivity analysis of small Pf. The sensitivity ranking of input variables based on the total indices is approximately the same, but the proportions of the first-order and the higher-order indices are very different. Discrete entropy gives significantly higher proportions of first-order sensitivity indices than the other sensitivity measures, presenting entropy as an interesting new sensitivity measure of engineering reliability.

Czech name

—

Czech description

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Type

J_imp - Article in a specialist periodical, which is included in the Web of Science database

CEP classification

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OECD FORD branch

10103 - Statistics and probability

Project

<a href="/en/project/GA20-01734S" target="_blank" >GA20-01734S: Probability oriented global sensitivity measures of structural reliability</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2021

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Mathematics

ISSN

2227-7390

e-ISSN

—

Volume of the periodical

9

Issue of the periodical within the volume

19

Country of publishing house

CH - SWITZERLAND

Number of pages

20

Pages from-to

1-20

UT code for WoS article

000709197200001

EID of the result in the Scopus database

2-s2.0-85116364260